The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AAR CORP | NOTE 2.250% 3/0 | 000361AM7 | 4,398 | 4,155,000 | SH | SOLE | 4,155,000 | 0 | 0 | ||
| ACCURAY INC | NOTE 3.750% 8/0 | 004397AB1 | 9,671 | 8,625,000 | SH | SOLE | 8,625,000 | 0 | 0 | ||
| AIRTRAN HLDGS INC | NOTE 5.250%11/0 | 00949PAD0 | 14,641 | 8,657,000 | SH | SOLE | 8,657,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AA7 | 5,550 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 13,033 | 9,500,000 | SH | SOLE | 9,500,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 5,090 | 4,900,000 | SH | SOLE | 4,900,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 1,867 | 1,750,000 | SH | SOLE | 1,750,000 | 0 | 0 | ||
| BARCLAYS BK PLC | IPATH S&P MT ETN | 06740C519 | 366 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
| BRISTOW GROUP INC | NOTE 3.000% 6/1 | 110394AC7 | 4,238 | 3,456,000 | SH | SOLE | 3,456,000 | 0 | 0 | ||
| CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 9,507 | 7,098,000 | SH | SOLE | 7,098,000 | 0 | 0 | ||
| CADENCE DESIGN SYSTEM INC | NOTE 2.625% 6/0 | 127387AJ7 | 8,399 | 4,475,000 | SH | SOLE | 4,475,000 | 0 | 0 | ||
| COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 7,359 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| COVANTA HLDG CORP | NOTE 3.250% 6/0 | 22282EAC6 | 5,280 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| DEALERTRACK TECHNOLOGIES INC | NOTE 1.500% 3/1 | 242309AB8 | 11,060 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AC6 | 7,552 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 2.250%12/1 | 29266SAA4 | 4,063 | 4,000,000 | SH | SOLE | 4,000,000 | 0 | 0 | ||
| ENERSYS | NOTE 3.375% 6/0 | 29275YAA0 | 10,402 | 5,900,000 | SH | SOLE | 5,900,000 | 0 | 0 | ||
| EQUINIX INC | NOTE 3.000%10/1 | 29444UAG1 | 13,932 | 8,825,000 | SH | SOLE | 8,825,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 7,866 | 6,825,000 | SH | SOLE | 6,825,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%10/0 | 36191UAA4 | 13,713 | 10,005,000 | SH | SOLE | 10,005,000 | 0 | 0 | ||
| GT ADVANCED TECHNOLOGIES INC | NOTE 3.000%12/1 | 36191UAB2 | 2,636 | 2,600,000 | SH | SOLE | 2,600,000 | 0 | 0 | ||
| GAIN CAP HLDGS INC | NOTE 4.125%12/0 | 36268WAA8 | 6,049 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
| GENCO SHIPPING & TRADING LTD | NOTE 5.000% 8/1 | 36869MAA3 | 499 | 960,000 | SH | SOLE | 960,000 | 0 | 0 | ||
| GREEN PLAINS RENEWABLE ENERG | NOTE 5.750%11/0 | 393222AB0 | 6,375 | 4,350,000 | SH | SOLE | 4,350,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 1,197 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
| HOME INNS & HOTELS MGMT INC | NOTE 2.000%12/1 | 43713WAB3 | 5,336 | 5,112,000 | SH | SOLE | 5,112,000 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 10,155 | 8,000,000 | SH | SOLE | 8,000,000 | 0 | 0 | ||
| INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 4,259 | 2,900,000 | SH | SOLE | 2,900,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.500% 3/1 | 458660AB3 | 4,457 | 4,378,000 | SH | SOLE | 4,378,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 6,893 | 5,300,000 | SH | SOLE | 5,300,000 | 0 | 0 | ||
| MENTOR GRAPHICS CORP | SDCV 4.000% 4/0 | 587200AK2 | 11,685 | 8,790,000 | SH | SOLE | 8,790,000 | 0 | 0 | ||
| MOLINA HEALTHCARE INC | NOTE 3.750%10/0 | 60855RAA8 | 11,317 | 9,500,000 | SH | SOLE | 9,500,000 | 0 | 0 | ||
| MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 9,648 | 2,975,000 | SH | SOLE | 2,975,000 | 0 | 0 | ||
| NAVISTAR INTL CORP NEW | NOTE 3.000%10/1 | 63934EAL2 | 7,004 | 6,850,000 | SH | SOLE | 6,850,000 | 0 | 0 | ||
| ON SEMICONDUCTOR CORP | NOTE 2.625%12/1 | 682189AH8 | 2,089 | 1,900,000 | SH | SOLE | 1,900,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 5.500%10/0 | 719405AF9 | 6,333 | 3,450,000 | SH | SOLE | 3,450,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 11,152 | 9,708,000 | SH | SOLE | 9,708,000 | 0 | 0 | ||
| PROSHARES TR | PSHS ULSHT 7-10Y | 74347R313 | 303 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| RTI INTL METALS INC | NOTE 1.625%10/1 | 74973WAB3 | 8,195 | 7,800,000 | SH | SOLE | 7,800,000 | 0 | 0 | ||
| REGIS CORP MINN | NOTE 5.000% 7/1 | 758932AA5 | 8,048 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
| SEACOR HOLDINGS INC | NOTE 2.500%12/1 | 811904AM3 | 5,779 | 4,715,000 | SH | SOLE | 4,715,000 | 0 | 0 | ||
| STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 5,119 | 4,350,000 | SH | SOLE | 4,350,000 | 0 | 0 | ||
| TAKE-TWO INTERACTIVE SOFTWAR | NOTE 1.000% 7/0 | 874054AD1 | 5,121 | 4,800,000 | SH | SOLE | 4,800,000 | 0 | 0 | ||
| TESLA MTRS INC | NOTE 1.500% 6/0 | 88160RAA9 | 2,076 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 4,071 | 2,800,000 | SH | SOLE | 2,800,000 | 0 | 0 | ||
| TITAN MACHY INC | NOTE 3.750% 5/0 | 88830RAB7 | 5,545 | 6,524,000 | SH | SOLE | 6,524,000 | 0 | 0 | ||
| UNITED RENTALS INC | NOTE 4.000%11/1 | 911363AL3 | 26,598 | 3,800,000 | SH | SOLE | 3,800,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 2.875% 9/0 | 928645AA8 | 3,438 | 3,272,000 | SH | SOLE | 3,272,000 | 0 | 0 | ||
| VOLCANO CORPORATION | NOTE 1.750%12/0 | 928645AB6 | 6,658 | 6,785,000 | SH | SOLE | 6,785,000 | 0 | 0 | ||
| WABASH NATL CORP | NOTE 3.375% 5/0 | 929566AH0 | 8,844 | 6,800,000 | SH | SOLE | 6,800,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 5,332 | 4,750,000 | SH | SOLE | 4,750,000 | 0 | 0 | ||
| WEBMD HEALTH CORP | NOTE 2.250% 3/3 | 94770VAH5 | 6,175 | 6,175,000 | SH | SOLE | 6,175,000 | 0 | 0 | ||